+145.0%
WFC vs KNX
+166.7%
-21.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.5% |
| 7D | +0.4% | -5.6% | +5.9% | +2.3% |
| 30D | +1.5% | -4.4% | +5.9% | +2.9% |
| 3M | +10.2% | -17.3% | +27.5% | +17.0% |
| 6M | +18.8% | +22.6% | -3.8% | +8.4% |
| YTD | -1.5% | +31.1% | -32.7% | -12.8% |
| 1Y | +13.5% | +60.2% | -46.7% | -7.6% |
| 3Y | +135.0% | +35.8% | +99.2% | +98.1% |
| 5Y | +130.1% | +38.9% | +91.1% | +88.1% |
| All | +145.0% | +166.7% | -21.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling